+264.0%
SPOT vs ADP
+191.4%
+72.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.0% |
| 7D | -0.9% | -3.4% | +2.5% | +1.0% |
| 30D | +12.5% | +2.8% | +9.7% | +10.8% |
| 3M | +9.9% | +20.9% | -11.0% | -1.1% |
| 6M | +1.6% | +29.9% | -28.3% | -12.5% |
| YTD | -6.6% | +9.6% | -16.2% | -11.9% |
| 1Y | -22.9% | -5.3% | -17.7% | -21.6% |
| 3Y | +244.3% | +16.5% | +227.8% | +210.3% |
| 5Y | +117.8% | +49.4% | +68.4% | +74.0% |
| All | +264.0% | +191.4% | +72.6% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling